WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      469,079
COMMITMENTS
 165,937  134,434  108,469  164,952  185,041  439,358  427,944   29,721   41,135

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:      5,822)
  -5,426  -13,613   13,271   -2,783    5,663    5,062    5,321      760      501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     28.7     23.1     35.2     39.4     93.7     91.2      6.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     117      127      127       89      115      289      305                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       14,240
COMMITMENTS
   4,950      700      200    9,090   13,080   14,240   13,980        0      260

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      4.9      1.4     63.8     91.9    100.0     98.2      0.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        1        8       10       13       13                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      259,419
COMMITMENTS
  94,703   34,823   52,633   91,522  148,584  238,858  236,040   20,561   23,379

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:      9,589)
   6,202   -2,020    1,860    1,289    9,013    9,351    8,853      238      736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     13.4     20.3     35.3     57.3     92.1     91.0      7.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      89       45       67       76       92      197      182                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,792,804
COMMITMENTS
 623,696  211,543  298,614  728,336  1054072  1650646  1564229  142,158  228,575

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     42,688)
     825  -17,621   16,950   31,114   37,007   48,889   36,336   -6,201    6,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     11.8     16.7     40.6     58.8     92.1     87.3      7.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      904)
     239      149      191      281      391      620      663                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,612
COMMITMENTS
   1,430    1,488        0    1,014    1,962    2,444    3,450    3,168    2,162

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:       -383)
     -95      135        0      -77     -349     -172     -214     -211     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     26.5      0.0     18.1     35.0     43.5     61.5     56.5     38.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8       11        0       10        5       18       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      852,051
COMMITMENTS
 247,685   75,038  113,878  440,364  557,332  801,927  746,248   50,124  105,803

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:      4,456)
 -23,161    7,352    4,743   23,238   -7,178    4,820    4,917     -364     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      8.8     13.4     51.7     65.4     94.1     87.6      5.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      672)
     192      139      174      194      261      471      514                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,160
COMMITMENTS
  15,442    3,934      565      637    7,838   16,644   12,337   14,516   18,823

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:       -238)
     -60     -153       -8       -2       49      -70     -112     -168     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.6     12.6      1.8      2.0     25.2     53.4     39.6     46.6     60.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        9        3        1       16        5       28                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      515,212
COMMITMENTS
 135,755  155,812  110,958  229,053  215,843  475,766  482,613   39,446   32,599

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:      6,047)
  -3,475   -4,893    8,016    1,451    4,441    5,992    7,564       55   -1,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     30.2     21.5     44.5     41.9     92.3     93.7      7.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     108      106      119       93       74      272      266                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      858,177
COMMITMENTS
 143,269  137,034   20,002  555,874  505,824  719,145  662,860  139,032  195,317

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     19,371)
   4,400   -8,544      696   10,571   34,758   15,667   26,910    3,704   -7,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     16.0      2.3     64.8     58.9     83.8     77.2     16.2     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      42       26       25       86       81      136      125                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,011,799
COMMITMENTS
  66,749  244,186   16,375  797,909  638,222  881,033  898,783  130,766  113,016

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     27,135)
   1,856    7,693      209   18,379   17,432   20,444   25,334    6,691    1,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     24.1      1.6     78.9     63.1     87.1     88.8     12.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      17       15       18       73       70       98       95                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,064
COMMITMENTS
     686      164      330      679    1,351    1,695    1,845      369      219

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:        222)
     193      -56       63      -36      187      220      194        2       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      7.9     16.0     32.9     65.5     82.1     89.4     17.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        4        3        6        7       15       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      516,770
COMMITMENTS
 185,512   23,811   83,714  199,508  379,244  468,734  486,769   48,036   30,001

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     -2,482)
  -6,207     -452   -1,794    5,958      521   -2,043   -1,725     -439     -757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      4.6     16.2     38.6     73.4     90.7     94.2      9.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     134       33       98       97      102      271      217                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,926
COMMITMENTS
   1,960      623      713    3,767    6,650    6,440    7,986    2,486      940

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:       -218)
      90      -53       29     -346     -149     -227     -173        9      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      7.0      8.0     42.2     74.5     72.1     89.5     27.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      18        6        7       16       14       36       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,087,424
COMMITMENTS
 431,577  485,833  121,888  1400633  1297544  1954098  1905265  133,326  182,159

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     89,676)
  21,972   14,992    5,645   64,542   65,819   92,159   86,456   -2,483    3,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     23.3      5.8     67.1     62.2     93.6     91.3      6.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      57       73       34      147      147      224      234                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,752,640
COMMITMENTS
 697,678  1106307  146,017  2561406  1921554  3405101  3173878  347,539  578,762

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     61,036)
  66,654   29,605     -971   11,215   30,771   76,898   59,405  -15,862    1,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     29.5      3.9     68.3     51.2     90.7     84.6      9.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
      68      121       62      170      194      273      342                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      538,736
COMMITMENTS
  63,253   76,581    5,659  363,730  287,328  432,642  369,568  106,094  169,168

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:      6,879)
  -8,285   12,849   -1,256   15,519       32    5,978   11,625      901   -4,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     14.2      1.1     67.5     53.3     80.3     68.6     19.7     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      15       12        6       52       53       71       67                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,691,999
COMMITMENTS
 544,450  1201358  144,357  2725839  1920654  3414646  3266369  277,353  425,630

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:      6,334)
 -25,670   29,712   -2,222   11,684   -7,578  -16,208   19,912   22,542  -13,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     32.5      3.9     73.8     52.0     92.5     88.5      7.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
      56       78       44      145      168      228      263                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,158,958
COMMITMENTS
 268,470  221,782  572,713  1287549  1309748  2128732  2104243   30,226   54,715

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:    -13,558)
  -6,269   56,085  -53,652   47,092  -11,413  -12,829   -8,980     -729   -4,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     10.3     26.5     59.6     60.7     98.6     97.5      1.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      30       49       57       62       71      126      148                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,551
COMMITMENTS
  16,776   15,441      352   26,686   29,167   43,813   44,960    7,738    6,591

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:       -389)
     591      438     -273     -400   -1,002      -82     -837     -307      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     30.0      0.7     51.8     56.6     85.0     87.2     15.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      32       19        4       28       27       61       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,101
COMMITMENTS
  33,551   30,882      703   53,371   58,334   87,625   89,919   15,476   13,182

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:       -777)
   1,182      876     -546     -800   -2,004     -164   -1,674     -613      897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     30.0      0.7     51.8     56.6     85.0     87.2     15.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      32       19        4       28       27       61       49                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       21,442
COMMITMENTS
       0      444        0   20,183   20,244   20,183   20,688    1,259      754

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0     94.1     94.4     94.1     96.5      5.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0        9       11        9       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       80,427
COMMITMENTS
  70,321   78,543      251    9,634    1,633   80,206   80,427      221        0

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     12,119)
  12,272   12,109       10     -142        0   12,140   12,119      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.4     97.7      0.3     12.0      2.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      33        9        2        3        1       37       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,386
COMMITMENTS
   2,054    8,690      264   26,998   20,342   29,316   29,296       70       90

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:        185)
     -75       34        0      234      155      159      189       26       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     29.6      0.9     91.9     69.2     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3       16        1        8       19       12       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 05/08/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,690
COMMITMENTS
  17,225    6,460        0    1,431   12,143   18,656   18,603       34       87

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:        185)
     140      -16        0       27      222      167      206       18      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    92.2     34.6      0.0      7.7     65.0     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       12        0        4       14       10       26                  



Updated May 11, 2018